We present a multilevel Monte Carlo simulation method for analyzing multi-scale physical systems via a hierarchy of coarse-grained representations, to obtain numerically exact results, at the most detailed level. We apply the method to a mixture of size-asymmetric hard spheres, in the grand canonical ensemble. A three-level version of the method is compared with a previously studied two-level version. The extra level interpolates between the full mixture and a coarse-grained description where only the large particles are present - this is achieved by restricting the small particles to regions close to the large ones. The three-level method improves the performance of the estimator, at fixed computational cost. We analyze the asymptotic variance of the estimator and discuss the mechanisms for the improved performance.
ASJC Scopus subject areas
- Physics and Astronomy(all)
- Physical and Theoretical Chemistry